+1,049.8%
MDB vs P
+508.3%
+541.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.8% |
| 7D | -17.4% | +6.5% | -24.0% | -20.0% |
| 30D | -2.0% | +18.8% | -20.9% | -11.1% |
| 3M | -3.0% | +26.7% | -29.8% | -16.4% |
| 6M | +48.7% | +62.2% | -13.5% | +9.3% |
| YTD | -12.1% | +48.5% | -60.6% | -32.9% |
| 1Y | +14.5% | +26.4% | -11.9% | -9.2% |
| 3Y | -6.1% | +159.4% | -165.6% | -54.8% |
| 5Y | -27.3% | +275.8% | -303.1% | -70.7% |
| All | +1,049.8% | +508.3% | +541.5% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling